On Bangkok Air you can buy (while you are still in your own country) a discovery air pass that will take you around Thailand for $50 US per leg. So it's possible to fly Bangkok to Krabi, (climb Railay) then fly Krabit to Samui (Climb Ko Tao) and then Fly back to Bangkok for $150 plus tax.

I went to koh samui a few years ago, I didn't do any climbing there but there is some bouldering on koh toa which can be reached by boat from koh samui, there is also some amasing diving/snorkeling around the island.